A study on the dynamic relations between macro economic variables and stock market performance / Huzaimi Hussain, Jaafar Pyeman and Mohd. Mokhtar Ghani

• Main Authors: Hussain, Huzaimi, Pyeman, Jaafar, Ghani, Mohd. Mokhtar
• Format: Research Reports
• Language: English
• Published: UiTM Shah Alam, Selangor 2005
• Subjects: Management. Industrial Management; Marketing; Market segmentation. Target marketing; Markets. Fairs
• Online Access: http://ir.uitm.edu.my/id/eprint/28744/1/LP_HUZAIMI%20HUSSAIN%20URDC%20B%2005_5pdf..PDF; http://ir.uitm.edu.my/id/eprint/28744/

The purpose of this study is to investigate the dynamic relationship between stock market performance and macroeconomic variables in Malaysia. The Kuala Lumpur Composite Index (KLCI) is used to proxy for the stock market performance and macroeconomic variables employed are three-month treasury bills...